I just tried comparing the way that FTP.EXE and edtFTPnet select ports when in ACTIVE mode. I found that they use them in very similar (identical?) ways. Both will open ports with incrementing numbers (e.g. 1952, 1952, 1953) for each data transfer. And in both cases the server (ProFTPD on Linux) would connect to the opened port from the default data channel, i.e. port 20. So there's no apparent difference between them in that regard. I have no access to a MS Proxy Server so I can't see what happens when it's involved.
The fact that ACTIVE mode is working through the firewall at all for FTP.EXE indicates that there's some sort of "magic" going on. You might like to have a look at on the MS website. The section "Socks Proxy Service" says that FTP will utilize the SOCKS Proxy Service, but it mentions it in passing and I'm not sure if I've understood it correctly. There's also some mention of some specialized comms going on between WinSock and the proxy server, which could also be a factor.
FYI, we're currently developing SOCKS support for edtFTPnet. Experimental versions should be ready within a few days.
- Hans (EDT Support)